CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 398-0 400-0 2-0 0.5% 402-4
High 406-0 402-4 -3-4 -0.9% 403-4
Low 397-0 396-0 -1-0 -0.3% 378-0
Close 403-0 396-4 -6-4 -1.6% 397-0
Range 9-0 6-4 -2-4 -27.8% 25-4
ATR 17-5 16-7 -0-6 -4.3% 0-0
Volume 51,759 61,838 10,079 19.5% 336,368
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 417-7 413-5 400-1
R3 411-3 407-1 398-2
R2 404-7 404-7 397-6
R1 400-5 400-5 397-1 399-4
PP 398-3 398-3 398-3 397-6
S1 394-1 394-1 395-7 393-0
S2 391-7 391-7 395-2
S3 385-3 387-5 394-6
S4 378-7 381-1 392-7
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 469-3 458-5 411-0
R3 443-7 433-1 404-0
R2 418-3 418-3 401-5
R1 407-5 407-5 399-3 400-2
PP 392-7 392-7 392-7 389-1
S1 382-1 382-1 394-5 374-6
S2 367-3 367-3 392-3
S3 341-7 356-5 390-0
S4 316-3 331-1 383-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 406-0 380-0 26-0 6.6% 12-2 3.1% 63% False False 69,256
10 432-4 378-0 54-4 13.7% 13-3 3.4% 34% False False 59,449
20 438-4 378-0 60-4 15.3% 14-4 3.6% 31% False False 52,077
40 590-4 378-0 212-4 53.6% 14-3 3.6% 9% False False 40,702
60 621-4 378-0 243-4 61.4% 14-4 3.7% 8% False False 36,192
80 643-0 378-0 265-0 66.8% 15-5 3.9% 7% False False 30,885
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-5
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 430-1
2.618 419-4
1.618 413-0
1.000 409-0
0.618 406-4
HIGH 402-4
0.618 400-0
0.500 399-2
0.382 398-4
LOW 396-0
0.618 392-0
1.000 389-4
1.618 385-4
2.618 379-0
4.250 368-3
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 399-2 397-0
PP 398-3 396-7
S1 397-3 396-5

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols